RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable GB_REVGAPSQ_OVN
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.089683      R Bar **2   0.084063
Uncentered R**2   0.332003      T x R**2      54.448
Mean of Dependent Variable      1.3800302732
Std Error of Dependent Variable 2.2983122010
Standard Error of Estimate      2.1995901047
Sum of Squared Residuals        783.78785385
Log Likelihood                    -360.97622
Durbin-Watson Statistic             0.156397

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  1.743929457  0.454349218      3.83830  0.00012389
2.  DUM98Q1                  -1.657762949  0.455028182     -3.64321  0.00026926


Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable GB_REVGAPVR_OVN
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.096989      R Bar **2   0.091415
Uncentered R**2   0.373703      T x R**2      61.287
Mean of Dependent Variable      0.7452753966
Std Error of Dependent Variable 1.1246545284
Standard Error of Estimate      1.0720177819
Sum of Squared Residuals        186.17398421
Log Likelihood                    -243.10477
Durbin-Watson Statistic             0.298645

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.930457141  0.208875933      4.45459  0.00000841
2.  DUM98Q1                  -0.843605723  0.209657490     -4.02373  0.00005728


Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable GB_REVGAPSQ_F13
Quarterly Data From 1980:01 To 2006:04
Usable Observations    104      Degrees of Freedom   102
 Total Observations    108      Skipped/Missing        4
Centered R**2     0.198748      R Bar **2   0.190893
Uncentered R**2   0.459244      T x R**2      47.761
Mean of Dependent Variable      0.7748039546
Std Error of Dependent Variable 1.1217349606
Standard Error of Estimate      1.0090048160
Sum of Squared Residuals        103.84525331
Log Likelihood                    -147.49218
Durbin-Watson Statistic             0.444092

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  1.272476874  0.370460875      3.43485  0.00059289
2.  DUM94Q1                  -0.995345839  0.380692431     -2.61457  0.00893407


Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable GB_REVGAPVR_F13
Quarterly Data From 1980:01 To 2006:04
Usable Observations    104      Degrees of Freedom   102
 Total Observations    108      Skipped/Missing        4
Centered R**2     0.083333      R Bar **2   0.074346
Uncentered R**2   0.537221      T x R**2      55.871
Mean of Dependent Variable      0.3352356027
Std Error of Dependent Variable 0.3401423566
Standard Error of Estimate      0.3272540352
Sum of Squared Residuals        10.923710762
Log Likelihood                     -30.38994
Durbin-Watson Statistic             1.258198

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.432952914  0.073820791      5.86492  0.00000000
2.  DUM94Q1                  -0.195434622  0.088219342     -2.21533  0.02673768

